Volatility as an asset class : obvious benefits and hidden risks
Juliusz Jabłecki; Ryszard Kokoszczy´nski; Paweł Sakowski; Robert ´Slepaczuk; Piotr Wójcik
| Year of publication: |
2015 ; 1. ed.
|
|---|---|
| Authors: | Jabłecki, Juliusz ; Kokoszczyński, Ryszard ; Sakowski, Paweł ; ´Slepaczuk, Robert ; Wójcik, Piotr |
| Publisher: |
Frankfurt am Main [u.a.] : PL Academic Research |
| Subject: | Volatilität | Volatility | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Hedging | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Indexderivat | Index derivative | Theorie | Theory | Schätzung | Estimation | Welt | World | Derivat <Wertpapier> | Portfolio Selection |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 178 Seiten Illustrationen |
|---|---|
| Series: | Polish studies in economics. - Berlin : Peter Lang, ISSN 2191-8848, ZDB-ID 2655477-X. - Vol. Volume 4 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references IntroductionVolatility and its estimation -- Overview of volatility derivatives -- Options delta hedging with no options at all -- Volatility derivatives in portfolio optimization -- Benefits of using volatility futures in investment strategies -- Predictive properties of the volatility term structure -- Conclusions -- List of gures -- List of tables -- Bibliography. |
| ISBN: | 978-3-631-65576-4 ; 978-3-653-04787-5 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010528411